+453.2%
HUT vs TAP
-37.3%
+490.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.1% | +10.5% | +7.1% |
| 7D | +28.3% | -2.3% | +30.6% | +28.7% |
| 30D | +12.3% | -9.4% | +21.7% | +14.1% |
| 3M | -16.8% | -0.8% | -16.0% | -17.5% |
| 6M | +111.4% | -14.7% | +126.1% | +116.2% |
| YTD | +116.6% | -13.9% | +130.5% | +119.7% |
| 1Y | +290.5% | -18.6% | +309.1% | +300.0% |
| 3Y | +792.3% | -32.0% | +824.3% | +847.1% |
| 5Y | +94.1% | -1.0% | +95.1% | +88.7% |
| All | +453.2% | -37.3% | +490.5% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling